You have to use a virtual grid, and handl eteh 4 virtual events that allow you to bind a GridControl to anything, QueryCellInfo, QueryColCount, QueryRowCount and SaveCellInfo.
We ship several samples that use virtual grid in one way or the other, and there is a discussion of them in the user''s guide. The Grid\Samples\DataBound\GridPerf sample actually has a derived GridControl that uses a DataTable as a DataSource.